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Encompassing Formulation, Properties and Testing
Author
Title
Encompassing [electronic resource] : Formulation, Properties and Testing / by Geert Dhaene.
ISBN
9783642468322
Published
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1997.
Physical Description
X, 160p. digital.
Local Notes
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Summary
This monograph is a contribution to the theory of encompassing. It formalizes the idea that a model should be able to explain the result to obtained by other, rival models. From the properties of the encompassing relation established here, it follows that encompassing can be used as a simplifying device in empirical model buiding. As concerns statistical inference, encompassing is shown to induce the robust approach towards parametric inference, and to unify the theories of nested and non-nested hypotheses testing.
Variant and related titles
Springer ebooks.
Other formats
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
April 03, 2013
Series
Lecture Notes in Economics and Mathematical Systems, 446
Contents
Contents: Pseudu-true values: Introduction Pseudo-true values
Extension to conditional distributions
Pseudo-true values of locations and scale parameters
Examples
Conclusion
Encompassing: Introduction
The data generating process and empirical models
Definition of encompassing
Properties of the encompassing relation
Encompassing and parsimony as a model reduction device
Examples
Conclusion
Testing the encompassing hypothesis: Introduction
Encompassing and other statistical hypotheses
The encompassing hypothesis in terms of almost sure limits
Limit distributions of the basic statistics
Limit distributions of quadratic forms
Encompassing tests
Nested models and implicit form formulation
Conclusion
Encompassing tests for the linear model: Introduction
The framework
Pseudo-true values and other limits
Limit distributions
Pseudo-ML estimators and basic statistics
Encompassing tests
Conclusion.
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